Current Research Interests

Semiparametric and nonparametric modeling
High-dimensional data
Longitudinal/Functional data analysis
Clustering, classication and discrimination
Change-point analysis
Financial time series
Econometrics models

 

 

Selected Publications

1. Cheng, M.-Y. (1997). Boundary aware estimators of integrated density derivative products. Journal of the Royal Statistical Society Series B, 59, 191 -- 203.
2. Cheng, M.-Y. (1997). A bandwidth selector for local linear density estimators. Annals of Statistics, 25, 1001 -- 1013.
3. Cheng, M.-Y., Fan, J., and Marron, J.S. (1997). On automatic boundary corrections. Annals of Statistics, 25, 1691 -- 1708.
4. Cheng, M.-Y., and Hall, P. (1998). Calibrating the excess mass and dip tests of modality. Journal of the Royal Statistical Society Series B, 60, 579 -- 589.
5. Cheng, M.-Y., and Hall, P. (1999). Mode testing in difficult cases. Annals of Statistics, 27, 1294 -- 1315.
6. Cheng, M.-Y., Hall, P., and Tu, D.S. (2006). Confidence bands for hazard rate under random censorship. Biometrika, 93, 357--366.
7. Cheng, M.-Y., and Peng, L. (2007). Variance reduction in multiparameter likelihood models. Journal of the American Statistical Association, 102, 293--304.
8. Cheng, M.-Y., Peng, L., and Wu, J.-S. (2007). Reducing variance in univariate smoothing. Annals of Statistics, 35, 522--542.
9. Cheng, M.-Y., Zhang, W., and Chen, L.-H. (2009). Statistical estimation in generalized multiparameter likelihood models. Journal of the American Statistical Association, 104, 1179-1191.
10. Cheng, M.-Y., and Wu, H.-T. (2013). Local linear regression on manifolds and its geometric interpretation. Journal of the American Statistical Association, 108, 1421--1434.
11. Chen, Y.-C., Cheng, M.-Y., and Wu, H.-T. (2014). Nonparametric and adaptive modeling of dynamical periodicity and trend with heteroscedastic and dependent errors. Journal of the Royal Statistical Society Series B, 76, 651--682.
12. Cheng, M.-Y., Honda, T., Li, J., and Peng, H. (2014). Nonparametric independence screening and structure identification for ultra-high dimensional longitudinal data. Annals of Statistics, 42, 1819-1849.
13. Cheng, M.-Y., Honda, T., and Zhang, J.-T, (2016). Forward variable selection for sparse ultra-high dimensional varying coefficient models. Journal of the American Statistical Association, 111, 1209-1221.
14. Cheng, M.-Y., Honda, T., and Li, J. (2016). Efficient estimation in semivarying coefficient models for longitudinal/clustered data. Annals of Statistics, 44, 1988-2017.
15. Zhang, J.-T., Guo, J., Zhou, B., and Cheng, M.-Y. (2020). A simple two-sample test in high dimensions based on L₂ norm. Journal of the American Statistical Association, 115, 1011--1027.